DeYoung, Robert, Anne Gron, Gokhan Torna, and Andrew Winton. Risk Overhang and Loan Portfolio Decisions: Small Business Loan Supply before and during the Financial Crisis. Journal of Finance, 2015, 70 (6): 2451-2488.
Levi, Shai, and Xiao-Jun Zhang . Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium. Journal of Financial Economics, 2015, 118 (2): 383-398.
Arnott, Robert D., Jason C. Hsu, Jun Liu, and Harry Markowitz. Can Noise Create the Size and Value Effects?. Management Science, 2015, 61 (11): 2549-2824.
Stambaugh, Robert, Jianfeng Yu and Yu Yuan. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle. Journal of Finance, 2015, 70 (5): 1903-1948.
Shi, Guifeng, and Jianfei Sun. Corporate Bond Covenants and Social Responsibility Investment. Journal of Business Ethics, 2015, 131.
Dai, Min, Hong Liu, Yang Chen, and Yifei Zhong. Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax. The Review of Financial Studies, 2015, 28 (9): 2687–2721.
Chang, Charles, Paul Moon Sub Choi, and Seth H. Huang. Do Poorly Governed Acquirers Transfer Wealth to Targets in Cross-Border Acquisitions?. Financial Management, 2015, 44 (3): 475-498.
Fan, Longzhen, Fuwei Jiang, Guofu Zhou. The Chinese Bond Market: Risk, Return and Opportunities. The Journal of Portfolio Management, 2015, 41 (5): 110-126.
Edelstein, Robert H, and Peng Liu. The Economics of Commercial Real Estate Preleasing. Journal of Real Estate Finance and Economics, 2015, 53 (2): 200-217.
Gannetti, Mariassunta, Guanmin Liao and Xiaoyun Yu. The Brain Gain of Corporate Boards: Evidence from China. Journal of Finance, 2015, 70 (4): 1629-1682.
学术活动
more >>